Zhuanxin Ding
- A long memory property of stock market returns and a new model
1993/06/01 by Zhuanxin Ding, Clive W.J. Granger, Clive W. J. Granger +1 · 12 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility
- Modeling volatility persistence of speculative returns: A new approach
1996/07/01 by Zhuanxin Ding, Clive W. J. Granger, Clive W.J. Granger · 6 citations
Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Financial Risk and Volatility Modeling #Market Dynamics and Volatility